+222.7%
LUNR vs Z
-39.0%
+261.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.0% |
| 7D | -0.5% | -11.6% | +11.0% | +4.2% |
| 30D | -11.3% | -8.5% | -2.8% | -9.2% |
| 3M | -44.9% | -7.9% | -37.0% | -44.6% |
| 6M | -17.3% | -29.1% | +11.8% | -7.1% |
| YTD | -9.9% | -54.2% | +44.3% | +24.6% |
| 1Y | +76.1% | -63.5% | +139.7% | +170.9% |
| All | +222.7% | -39.0% | +261.7% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling